+9.3%
PCAR vs AMC
+43.0%
-33.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.2% |
| 7D | +3.5% | +5.5% | -2.0% | +3.3% |
| 30D | -2.3% | +16.1% | -18.4% | -2.7% |
| 3M | -19.3% | +43.0% | -62.3% | -20.2% |
| 6M | -7.1% | +130.7% | -137.8% | -11.8% |
| YTD | -2.8% | +121.8% | -124.6% | -8.0% |
| 1Y | +9.3% | +40.7% | -31.4% | +14.8% |
| All | +9.3% | +43.0% | -33.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling